Weak approximation of obliquely reflected diffusions in time-dependent domains. Nyström, K. & Önskog, T. J. Comput. Math., 28(5):579–605, 2010.
bibtex   
@article{MR2680925,
	Author = {Nystr\"{o}m, Kaj and \"{O}nskog, Thomas},
	Date-Added = {2019-11-12 20:40:54 +0100},
	Date-Modified = {2019-11-13 07:39:41 +0100},
	Fjournal = {Journal of Computational Mathematics},
	Issn = {0254-9409},
	Journal = {J. Comput. Math.},
	Mrclass = {60J50 (60J60 65C30)},
	Mrnumber = {2680925},
	Mrreviewer = {Vitalii A. Gasanenko},
	Number = {5},
	Pages = {579--605},
	Title = {Weak approximation of obliquely reflected diffusions in time-dependent domains},
	Volume = {28},
	Year = {2010},
	Bdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.4208/jcm.1003-m2957},
	Bdsk-Url-2 = {https://doi.org/10.4208/jcm.1003-m2957}}

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